AN APPROXIMATION TO THE CDF OF STANDARD NORMAL DISTRIBUTION
Abstract
In this paper, a new approximation function proposed for the cumulative distribution function of standard normal distribution using a feedforward neural network. Efficiency of the proposed function is measured using maximum absolute error, root mean squared error, mean absolute error, mean absolute percentage error and the results compared with the existing approximation functions in the literature.
Keywords
Approximation, Artificial neural networks, Cumulative distribution function, Standard normal distribution.
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